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Soc. Generale Call 5 GLEN 20.09.2.../  DE000SU13ZE7  /

Frankfurt Zert./SG
2024-06-21  11:04:51 AM Chg.-0.010 Bid11:21:15 AM Ask11:21:15 AM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.130
Bid Size: 90,000		 0.150
Ask Size: 90,000		 Glencore PLC ORD USD... 5.00 GBP 2024-09-20 Call
 

Master data

WKN: SU13ZE
Issuer: Société Générale
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 5.00 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 31.76
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.51
Time value: 0.17
Break-even: 6.08
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.33
Theta: 0.00
Omega: 10.47
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -68.18%
3 Months
  -6.67%
YTD
  -71.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.440 0.110
6M High / 6M Low: 0.490 0.047
High (YTD): 2024-05-20 0.450
Low (YTD): 2024-02-26 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.16%
Volatility 6M:   217.70%
Volatility 1Y:   -
Volatility 3Y:   -